What is a Z-Score?
The formula is Z = (x-μ)/σ
This one is short and sweet, its a basic principle within Risk Management:
The formula is Z = (x-μ)/σ
Z = Standard Score
x = Observed Value
μ = Mean of the Sample
σ = Standard Deviation of the Sample
"Z-score is a statistical measurement that describes a value's relationship to the mean of a group of values. Z-Score is measured in terms of standard deviations…
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